|
Reference date: |
June 30, 2020 |
|
|
|
|
|
|
|
|
|
|
Currency |
RUB |
|
|
|
|
Units |
1 000 000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
FX and precious metals market |
Securities market |
Derivatives market |
Standardised OTC derivatives market |
|
Hypothetical capital (KCCP) |
9.11 |
3 277.90 |
12.39 |
32.35 |
|
C-factor |
0.17% |
44.75% |
0.50% |
2.16% |
|
DFCM |
3 000.00 |
2 325.00 |
960.00 |
500.00 |
|
DFCCP |
2 500.00 |
5 000.00 * |
1 500.00 |
1 000.00 |
*including additional dedicated CCP capital in amount of 3 billion RUB